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Finite Difference Method for Solving Differential Equations

Chapter Finite Difference Method for Ordinary Differential Equations After reading this chapter, you should be able to 1. Understand what the Finite Difference Method is and how to use it to solve problems. What is the Finite Difference Method ? The Finite Difference Method is used to solve ordinary Differential Equations that have conditions imposed on the boundary rather than at the initial point. These problems are called boundary-value problems. In this chapter, we solve second - order ordinary Differential Equations of the form bxayyxfdxyd =),',,(22, (1) with boundary conditions ayay=)( and byby=)( (2) Many academics refer to boundary value problems as position-dependent and initial value problems as time-dependent.

In this chapter, we solve second-order ordinary differential equations of the form . f x y y a x b dx d y ... Node 2: Rewriting equation (E1.4) for node 2 gives . 2 10 7.5 10 (75 ) (25) 2 2. 2 7 2 6 2 3 2 1 y x. x y y y

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